+47.1%
EQIX vs TLN
+602.5%
-555.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.1% |
| 7D | +1.3% | +10.9% | -9.6% | -0.1% |
| 30D | +0.3% | -6.3% | +6.7% | +1.1% |
| 3M | -1.6% | -10.7% | +9.1% | -0.5% |
| 6M | +12.2% | +1.6% | +10.6% | +10.9% |
| YTD | +38.0% | -13.1% | +51.1% | +38.6% |
| 1Y | +38.9% | -15.1% | +54.0% | +39.4% |
| 3Y | +43.8% | +495.0% | -451.2% | +10.3% |
| All | +47.1% | +602.5% | -555.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling